-8.9%
DASH vs KEYS
+139.7%
-148.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | -4.1% | +16.7% | -20.8% | -11.4% |
| 30D | -10.6% | -17.8% | +7.2% | -2.7% |
| 3M | -18.8% | -14.2% | -4.6% | -14.5% |
| 6M | +11.2% | -15.9% | +27.1% | +15.4% |
| YTD | -23.8% | +49.7% | -73.5% | -48.9% |
| 1Y | -12.2% | +65.3% | -77.5% | -45.5% |
| 3Y | +97.3% | +144.9% | -47.6% | -20.1% |
| 5Y | -29.8% | +63.0% | -92.9% | -60.6% |
| All | -8.9% | +139.7% | -148.6% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KEYS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling